Why do you want to work for scotiabank
Quant Analyst Interview Questions
2,952 quant analyst interview questions shared by candidates
What's your weakness? Walk me through your resume.
Why are you interested in Da Vinci?
Standard DP: Longest common subsequence,
if three iid random variables have all pairwise correlations equal to r, find the min and max possible value of r.
Tell us about your research, and your innovations. What is market liquidity? how to measure it?
dp question - very similar to knapsack
What do you know about Da Vinci and its business
Why did you choose Davinci?
The interview was dominated by CS-related questions, mostly based around algorithms. Max-subarray, problems involving a bisection-based solution, and concepts around sorting. In addition to that a short discussion about a small class hierarchy in C++ or other language in which it makes sense to do OOP. The whole thing was done purely over the phone which made communication considerably more difficult than expected (and amplified language barrier problems). One other problem based on Monte Carlo and some properties of the proposed estimator.
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